Goldman Sachs Call 850 ASME 17.05.../  DE000GG48N96  /

EUWAX
2024-05-16  1:11:31 PM Chg.+0.72 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.47EUR +96.00% -
Bid Size: -
-
Ask Size: -
ASML HOLDING EO -... - EUR 2024-05-17 Call
 

Master data

WKN: GG48N9
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: - EUR
Maturity: 2024-05-17
Issue date: 2024-02-27
Last trading day: 2024-05-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.68
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.10
Implied volatility: 1.77
Historic volatility: 0.30
Parity: 0.10
Time value: 3.09
Break-even: 881.90
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.00
Spread abs.: 2.00
Spread %: 168.07%
Delta: 0.52
Theta: -15.71
Omega: 13.98
Rho: 0.01
 

Quote data

Open: 1.47
High: 1.47
Low: 1.47
Previous Close: 0.75
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.72%
1 Month
  -80.76%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.01 0.75
1M High / 1M Low: 7.64 0.75
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.31
Avg. volume 1W:   0.00
Avg. price 1M:   2.28
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   598.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -